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Daily Options Activity     |     Intrinsic Security Analysis     |     News Sifting     |     Global Events     |     Physics     |     Frequently Asked Questions                    
A daily review of the previous day's options activity (volume, open interest, implied volatility, & value) for the SP500. Scroll down to review various graphs detailing these features.


Stocks used     SP500

Total typesA contract is a unique set of four factors
Underlying asset
Expiration
Call or Put
Strike Price
(also, occasionally, the number of underlying shares it corresponds to)
of contracts traded
CallsA contract which gives the owner the right, but not the obligation, to purchase:
A predefined number of shares
(usually 100)
For a predefined price per share
(the strike price)
On or before a predefined date
(the expiration date)
From one who 'shorted/sold' the contract
PutsA contract which gives the owner the right, but not the obligation, to sell:
A predefined number of shares
(usually 100)
For a predefined price per share
(the strike price)
On or before a predefined date
(the expiration date)
To one who 'shorted/sold' the contract
Total
ATMAt-The-Money (ATM)
The strike price of the option is equal to the trading price per share of its underlying asset
& OTMOut-of-The-Money (OTM)
The strike price is such that the option does not have an intrinsic value
Call: strike price > underlying price
Put: strike price < underlying price
- -
ITMIn-The-Money (ITM)
The strike price is such that the option has an intrinsic value
Call: strike price < underlying price
Put: strike price > underlying price
- -